The minimum distance method of testing
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References listed on IDEAS
- E. Bolthausen, 1977. "Convergence in distribution of minimum-distance estimators," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 24(1), pages 215-227, December.
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- Oliver Linton & Pedro Gozalo, 1996. "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers 1140, Cowles Foundation for Research in Economics, Yale University.
- Rudolf Beran, 1993. "Semiparametric random coefficient regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(4), pages 639-654, December.
- Pedro Delicado & Juan Romo, 1998.
"Constant coefficient tests for random coefficient regression,"
Economics Working Papers
329, Department of Economics and Business, Universitat Pompeu Fabra.
- Delicado, Pedro & Romo, Juan, 1999. "Constant coefficient tests for random coefficient regression," DES - Working Papers. Statistics and Econometrics. WS 6271, Universidad Carlos III de Madrid. Departamento de Estadística.
- Christophe Aubry, 1999. "Asymptotic Normality of the Minimum Non-Hilbertian Distance Estimators for a Diffusion Process with Small Noise," Statistical Inference for Stochastic Processes, Springer, vol. 2(2), pages 175-194, May.
- Eustasio Barrio & Juan Cuesta-Albertos & Carlos Matrán & Sándor Csörgö & Carles Cuadras & Tertius Wet & Evarist Giné & Richard Lockhart & Axel Munk & Winfried Stute, 2000. "Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(1), pages 1-96, June.
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